+4,271.9%
MU vs MCD
+219.3%
+4,052.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.6% |
| 7D | -12.0% | +5.9% | -18.0% | -14.0% |
| 30D | -28.7% | +19.6% | -48.4% | -33.7% |
| 3M | -16.4% | +3.3% | -19.7% | -17.9% |
| 6M | -1.8% | +3.5% | -5.3% | -5.0% |
| YTD | +157.1% | -6.1% | +163.2% | +158.4% |
| 1Y | +208.5% | -3.7% | +212.2% | +204.5% |
| 3Y | +906.2% | +13.4% | +892.8% | +767.0% |
| 5Y | +893.4% | +25.2% | +868.2% | +695.0% |
| 10Y | +4,271.9% | +211.3% | +4,060.6% | +2,446.9% |
| All | +4,271.9% | +219.3% | +4,052.6% | +2,446.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling